+2,781.3%
MSCI vs THC
+1,546.3%
+1,235.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.4% |
| 7D | +6.0% | +5.9% | +0.2% | +5.0% |
| 30D | +18.2% | +10.8% | +7.4% | +16.1% |
| 3M | +15.1% | +9.4% | +5.7% | +13.2% |
| 6M | +13.7% | +53.3% | -39.5% | +4.9% |
| YTD | +15.6% | +44.2% | -28.6% | +7.1% |
| 1Y | +16.3% | +37.3% | -21.0% | +8.4% |
| 3Y | +36.9% | +421.6% | -384.7% | -1.7% |
| 5Y | +6.3% | +279.8% | -273.5% | -21.6% |
| 10Y | +823.0% | +1,513.9% | -690.9% | +346.4% |
| All | +2,781.3% | +1,546.3% | +1,235.0% | +1,050.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling